Manager - GMRA Modelling - BFSI

Description

- Develop credit scorecard models and segmentations

- Perform all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility)

- Deliver comprehensive model documentation (e.g., Model Approval Packages, Technical Review Documents) of ongoing and new projects

- Understand modeling procedures, credit policies and deliver technical/regulatory documentation for internal/external reviews

- Role involves strong programming (SAS, R, Matlab etc) and quantitative analytics (regression, time series, linear/nonlinear optimization etc) skill

- Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences

- Manage projects independently

Qualifications

- Advanced Degree (Masters or PhD preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, Quantitative Finance

- MBAs should apply only if they are interested in career in specialized quantitative risk management discipline